root/trading_bot_v4
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Adjust TP detection logic for partial fills

Browse Source
This commit is contained in:
mindesbunister
2025-11-05 23:49:41 +01:00
parent 5241920d44
commit 7c888282ec
1 changed files with 21 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files

37
lib/trading/position-manager.ts
View File

@@ -322,26 +322,31 @@ export class PositionManager {
// Position exists - check if size changed (TP1/TP2 filled) // Position exists - check if size changed (TP1/TP2 filled)
const positionSizeUSD = position.size * currentPrice const positionSizeUSD = position.size * currentPrice
const trackedSizeUSD = trade.currentSize const trackedSizeUSD = trade.currentSize
const sizeDiffPercent = Math.abs(positionSizeUSD - trackedSizeUSD) / trackedSizeUSD * 100 const sizeDiffPercent = Math.abs(positionSizeUSD - trackedSizeUSD) / Math.max(trackedSizeUSD, 1) * 100
const reductionUSD = trackedSizeUSD - positionSizeUSD
const reductionPercentOfOriginal = trade.positionSize > 0
? (reductionUSD / trade.positionSize) * 100
: 0
const reductionPercentOfTracked = trackedSizeUSD > 0
? (reductionUSD / trackedSizeUSD) * 100
: 0
// If position size reduced significantly, TP orders likely filled // If position size reduced significantly, TP orders likely filled
if (positionSizeUSD < trackedSizeUSD * 0.9 && sizeDiffPercent > 10) { if (positionSizeUSD < trackedSizeUSD * 0.9 && sizeDiffPercent > 10) {
console.log(`📊 Position size changed: tracking $${trackedSizeUSD.toFixed(2)} but found $${positionSizeUSD.toFixed(2)}`) console.log(`📊 Position size changed: tracking $${trackedSizeUSD.toFixed(2)} but found $${positionSizeUSD.toFixed(2)}`)
// Detect which TP filled based on size reduction if (!trade.tp1Hit && reductionPercentOfOriginal >= (this.config.takeProfit1SizePercent * 0.8)) {
const reductionPercent = ((trackedSizeUSD - positionSizeUSD) / trade.positionSize) * 100
if (!trade.tp1Hit && reductionPercent >= (this.config.takeProfit1SizePercent * 0.8)) {
// TP1 fired (should be ~75% reduction) // TP1 fired (should be ~75% reduction)
console.log(`🎯 TP1 detected as filled! Reduction: ${reductionPercent.toFixed(1)}%`) console.log(`🎯 TP1 detected as filled! Reduction: ${reductionPercentOfOriginal.toFixed(1)}% of original`)
trade.tp1Hit = true trade.tp1Hit = true
trade.currentSize = positionSizeUSD trade.currentSize = positionSizeUSD
await this.handlePostTp1Adjustments(trade, 'on-chain TP1 detection') await this.handlePostTp1Adjustments(trade, 'on-chain TP1 detection')
} else if (trade.tp1Hit && !trade.tp2Hit && reductionPercent >= 85) { } else if (trade.tp1Hit && !trade.tp2Hit && reductionPercentOfTracked >= (this.config.takeProfit2SizePercent * 0.8)) {
// TP2 fired (total should be ~95% closed, 5% runner left) // TP2 fired (should clear remaining runner allocation)
console.log(`🎯 TP2 detected as filled! Reduction: ${reductionPercent.toFixed(1)}%`) console.log(`🎯 TP2 detected as filled! Reduction: ${reductionPercentOfTracked.toFixed(1)}% of remaining`)
trade.tp2Hit = true trade.tp2Hit = true
trade.currentSize = positionSizeUSD trade.currentSize = positionSizeUSD
trade.trailingStopActive = true trade.trailingStopActive = true
@@ -349,16 +354,16 @@ export class PositionManager {
console.log( console.log(
`🏃 Runner active: $${positionSizeUSD.toFixed(2)} with trailing buffer ${trade.runnerTrailingPercent?.toFixed(3)}%` `🏃 Runner active: $${positionSizeUSD.toFixed(2)} with trailing buffer ${trade.runnerTrailingPercent?.toFixed(3)}%`
) )
await this.saveTradeState(trade) await this.saveTradeState(trade)
} else { } else {
// Partial fill detected but unclear which TP - just update size // Partial fill detected but unclear which TP - just update size
console.log(`⚠️ Unknown partial fill detected - updating tracked size to $${positionSizeUSD.toFixed(2)}`) console.log(`⚠️ Unknown partial fill detected - updating tracked size to $${positionSizeUSD.toFixed(2)}`)
trade.currentSize = positionSizeUSD trade.currentSize = positionSizeUSD
await this.saveTradeState(trade) await this.saveTradeState(trade)
} }
// Continue monitoring the remaining position // Continue monitoring the remaining position
return return
} }